+43.1%
TJX vs ICE
+41.6%
+1.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -4.6% | -2.4% | -2.2% | -4.0% |
| 30D | -17.2% | +4.0% | -21.2% | -17.9% |
| 3M | -24.9% | +13.7% | -38.6% | -27.3% |
| 6M | -19.7% | +0.9% | -20.6% | -20.4% |
| YTD | -17.2% | -2.1% | -15.1% | -17.7% |
| 1Y | -9.4% | -9.5% | +0.1% | -7.8% |
| 3Y | +43.1% | +42.1% | +1.0% | +26.2% |
| All | +43.1% | +41.6% | +1.5% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling